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相关论文: Annealing diffusions in a slowly growing potential

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We prove two compactness results for function spaces with finite Dirichlet energy of half-space nonlocal gradients. In each of these results, we provide sufficient conditions on a sequence of kernel functions that guarantee the asymptotic…

偏微分方程分析 · 数学 2024-08-23 Zhaolong Han , Tadele Mengesha , Xiaochuan Tian

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

概率论 · 数学 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

We consider the global optimization of a non-convex potential $U : \mathbb{R}^d \to \mathbb{R}$ and extend the controlled simulated annealing framework introduced by Molin et al. (2026) to the class of swarm gradient dynamics, a family of…

最优化与控制 · 数学 2026-03-13 Louison Aubert

There has been a recent surge of powerful tools to show rapid mixing of Markov chains, via functional inequalities such as Poincar\'e inequalities. In many situations, Markov chains fail to mix rapidly from a worst-case initialization, yet…

概率论 · 数学 2024-11-25 Brice Huang , Sidhanth Mohanty , Amit Rajaraman , David X. Wu

We obtain upper and lower bounds for the nonlinear variational capacity of thin annuli in weighted $\mathbf{R}^n$ and in metric spaces, primarily under the assumptions of an annular decay property and a Poincar\'e inequality. In particular,…

偏微分方程分析 · 数学 2017-04-14 Anders Björn , Jana Björn , Juha Lehrbäck

In this paper, we prove an extended version of the Minkowski Inequality, holding for any smooth bounded set $\Omega \subset \mathbb R^n$, $n\geq 3$. Our proof relies on the discovery of effective monotonicity formulas holding along the…

偏微分方程分析 · 数学 2021-01-05 Virginia Agostiniani , Mattia Fogagnolo , Lorenzo Mazzieri

This paper studies convergence to equilibrium for second-order Langevin dynamics under general growth conditions on the potential. Although we are principally motivated by the case when the potential is singular, e.g. when the dynamics has…

概率论 · 数学 2021-06-10 Fabrice Baudoin , Maria Gordina , David P. Herzog

We consider quenched and annealed Lyapunov exponents for the Green's function of $-\Delta+\gamma V$, where the potentials $V(x), x\in\Z^d$, are i.i.d. nonnegative random variables and $\gamma>0$ is a scalar. We present a probabilistic proof…

概率论 · 数学 2010-03-30 Elena Kosygina , Thomas S. Mountford , Martin P. W. Zerner

We study the diffusion of an ensemble of overdamped particles sliding over a tilted random poten- tial (produced by the interaction of a particle with a random polymer) with long-range correlations. We found that the diffusion properties of…

无序系统与神经网络 · 物理学 2014-04-11 R. Salgado-Garcia , Cesar Maldonado

We provide a set of conditions which ensure the almost sure convergence of a class of simulated annealing algorithms on a bounded set $\mathcal{X}\subset\mathbb{R}^d$ based on a time-varying Markov kernel. The class of algorithms considered…

概率论 · 数学 2017-07-07 Mathieu Gerber , Luke Bornn

Consider a discrete uniformly elliptic divergence form equation on the $d$ dimensional lattice $\Z^d$ with random coefficients. In [3] rate of convergence results in homogenization and estimates on the difference between the averaged…

偏微分方程分析 · 数学 2014-02-26 Joseph G. Conlon , Arash Fahim

In this paper we prove the existence and uniqueness of very weak solutions to linear diffusion equations involving a singular absorption potential and/or an unbounded convective flow on a bounded open set of $\mathbb R^N$. In most of the…

偏微分方程分析 · 数学 2017-11-08 Jesús Ildefonso Díaz , David Gómez-Castro , Jean-Michel Rakotoson , Roger Temam

Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, it seems to be a considerable restriction when the potentials are often required to be smooth (gradient Lipschitz). This paper…

统计计算 · 统计学 2022-02-23 Dao Nguyen

We consider a diffusion process in $\mathbb{R}^d$ with a generator of the form $ L:=\frac 12 e^{V(x)}div(e^{-V(x)}\nabla ) $ where $V$ is measurable and periodic. We only assume that $e^V$ and $e^{-V}$ are locally integrable. We then show…

概率论 · 数学 2016-01-13 Moustapha Ba , Pierre Mathieu

We prove that the results in scattering theory that involve resonances are still valid for non-analytic potentials, even if the notion of resonance is not defined in this setting. More precisely, we show that if the potential of a…

偏微分方程分析 · 数学 2019-12-05 Jean-Francois Bony , Laurent Michel , Thierry Ramond

We develop a direct Lyapunov method for the almost sure open-loop stabilizability and asymptotic stabilizability of controlled degenerate diffusion processes. The infinitesimal decrease condition for a Lyapunov function is a new form of…

最优化与控制 · 数学 2007-05-23 Martino Bardi , Annalisa Cesaroni

We prove convergence of symmetric diffusions on Wiener spaces by using stopping times arguments and capacity techniques. The drifts of the diffusions can be singular, we require the densities of the processes to be neither bounded from…

概率论 · 数学 2007-05-23 Andrea Posilicano , Tusheng Zhang

We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…

概率论 · 数学 2026-01-21 Francis Lörler

In this paper we consider a very singular elliptic equation that involves an anisotropic diffusion operator, including one-Laplacian, and is perturbed by a $p$-Laplacian-type diffusion operator with $1<p<\infty$. This equation seems…

偏微分方程分析 · 数学 2023-03-31 Shuntaro Tsubouchi

We demonstrate that for strongly log-convex densities whose potentials are discontinuous on manifolds, the ULA algorithm converges with stepsize bias of order $1/2$ in Wasserstein-p distance. Our resulting bound is then of the same order as…

概率论 · 数学 2023-12-05 Tim Johnston , Sotirios Sabanis